Last Update: 23 Oct 2018 8:15 GMT+0
The Egypt 10Y Government Bond has a 18.400% yield.
10 Years vs 2 Years bond spread is -103.6 bp. Yield Curve is inverted
Central Bank Rate is 16.75%.
The Egypt rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 364.16 and implied probability of default is 6.07%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B3
|
positive |
| Fitch Ratings |
B
|
positive |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 16.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 364.16 | 0.00 % | -0.23 % | +10.66 % | 6.07 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 19.896% | +46.0 bp | +221.3 bp | ||||||
| 6 months | 19.929% | +31.8 bp | +239.7 bp | ||||||
| 9 months | 19.922% | +16.3 bp | +257.8 bp | ||||||
| 1 year | 19.876% | +42.6 bp | +304.1 bp | 83.42 | -0.36 % | -2.54 % | |||
| 2 years | 19.436% | +22.8 bp | +347.4 bp | 70.10 | -0.38 % | -5.74 % | |||
| 3 years | 19.250% | +26.6 bp | +408.9 bp | 58.97 | -0.67 % | -9.94 % | |||
| 5 years | 18.550% | -15.5 bp | +346.5 bp | 42.71 | +0.66 % | -13.77 % | |||
| 7 years | 18.493% | -4.7 bp | +358.8 bp | 30.49 | +0.26 % | -19.36 % | |||
| 10 years | 18.400% | +25.0 bp | +355.5 bp | 18.47 | -2.12 % | -26.27 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 18.400% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 1825.1 bp | +23.0 | +346.7 | ||
| Germany 10Y | 1796.9 bp | +28.0 | +375.9 | ||
| France 10Y | 1759.8 bp | +22.7 | +359.6 | ||
| United Kingdom 10Y | 1690.2 bp | +30.9 | +359.4 | ||
| Spain 10Y | 1671.1 bp | +7.4 | +317.5 | ||
| Canada 10Y | 1591.5 bp | +19.5 | +342.5 | ||
| Australia 10Y | 1572.1 bp | +27.0 | +374.6 | ||
| United States 10Y | 1524.4 bp | +16.1 | +337.6 | ||
| Italy 10Y | 1494.6 bp | -36.5 | +189.3 | ||
| China 10Y | 1479.6 bp | +35.9 | +355.4 | ||
| India 10Y | 1049.9 bp | +42.5 | +339.4 | ||
| Russia 10Y | 985.0 bp | +39.0 | +234.5 | ||
| Brazil 10Y | 819.0 bp | +174.0 | +304.0 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 18.400% | 18.47 | 22.90 | 31.76 | 40.63 | 49.49 | 58.35 | |
| 7 years | 18.493% | 30.49 | 34.25 | 41.77 | 49.28 | 56.80 | 64.32 | |
| 5 years | 18.550% | 42.71 | 45.79 | 51.97 | 58.15 | 64.33 | 70.50 | |
| 3 years | 19.250% | 58.97 | 61.10 | 65.36 | 69.63 | 73.89 | 78.15 | |
| 2 years | 19.436% | 70.10 | 71.64 | 74.72 | 77.79 | 80.87 | 83.95 | |
| 1 year | 19.876% | 83.42 | 84.25 | 85.92 | 87.59 | 89.26 | 90.93 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||